Stochastic Programming

Stochastic Programming

Author: Horand Gassmann

Publisher: World Scientific

Published: 2013

Total Pages: 549

ISBN-13: 9814407518

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This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.


Recent Advances in Structural Engineering

Recent Advances in Structural Engineering

Author:

Publisher: Universities Press

Published: 2005-02

Total Pages: 412

ISBN-13: 9788173714931

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This book contains state-of-the-art review articles on specific research areas in the civil engineering discipline-the areas include geotechnical engineering, hydraulics and water resources engineering, and structural engineering. The articles are written by invited authors who are currently active at the international level in their respective research fields.


Advances in Reliability and Optimization of Structural Systems

Advances in Reliability and Optimization of Structural Systems

Author: Dan M. Frangopol

Publisher: CRC Press

Published: 2005-12-22

Total Pages: 320

ISBN-13: 9780415399012

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This volume contains thirty-one papers presented at the Twelfth Scientific Meeting of the IFIP Working Group on Reliability and Optimization of Structural Systems which took place in Aalborg, Denmark, from May 22-25, 2005. The Working Group Conference was organized by the IFIP (International Federation for Information Processing) Working Group 7.5 of the Technical Committee on Modelling and Optimization. The purpose of the Working Group is to promote modern structural system reliability and optimization theory and its applications, to stimulate research, development and application of structural system reliability and optimization theory, to assist and advance research and development in these fields, to further the dissemination and exchange of information on reliability and optimization of structural systems, and to encourage education in structural system reliability and optimization theory.


Reliability-Based Analysis and Design of Structures and Infrastructure

Reliability-Based Analysis and Design of Structures and Infrastructure

Author: Ehsan Noroozinejad Farsangi

Publisher: CRC Press

Published: 2021-09-27

Total Pages: 597

ISBN-13: 100041809X

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Increasing demand on improving the resiliency of modern structures and infrastructure requires ever more critical and complex designs. Therefore, the need for accurate and efficient approaches to assess uncertainties in loads, geometry, material properties, manufacturing processes, and operational environments has increased significantly. Reliability-based techniques help develop more accurate initial guidance for robust design and help to identify the sources of significant uncertainty in structural systems. Reliability-Based Analysis and Design of Structures and Infrastructure presents an overview of the methods of classical reliability analysis and design most associated with structural reliability. It also introduces more modern methods and advancements, and emphasizes the most useful methods and techniques used in reliability and risk studies, while elaborating their practical applications and limitations rather than detailed derivations. Features: Provides a practical and comprehensive overview of reliability and risk analysis and design techniques. Introduces resilient and smart structures/infrastructure that will lead to more reliable and sustainable societies. Considers loss elimination, risk management and life-cycle asset management as related to infrastructure projects. Introduces probability theory, statistical methods, and reliability analysis methods. Reliability-Based Analysis and Design of Structures and Infrastructure is suitable for researchers and practicing engineers, as well as upper-level students taking related courses in structural reliability analysis and design.


Stochastic Structural Optimization

Stochastic Structural Optimization

Author: Makoto Yamakawa

Publisher: CRC Press

Published: 2023-08-08

Total Pages: 267

ISBN-13: 1000912701

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Stochastic Structural Optimization presents a comprehensive picture of robust design optimization of structures, focused on nonparametric stochastic-based methodologies. Good practical structural design accounts for uncertainty, for which reliability-based design offers a standard approach, usually incorporating assumptions on probability functions which are often unknown. By comparison, a worst-case approach with bounded support used as a robust design offers simplicity and a lower level of sensitivity. Linking structural optimization with these two approaches by a unified framework of non-parametric stochastic methodologies provides a rigorous theoretical background and high level of practicality. This text shows how to use this theoretical framework in civil and mechanical engineering practice to design a safe structure which accounts for uncertainty. Connects theory with practice in the robust design optimization of structures Advanced enough to support sound practical designs This book provides comprehensive coverage for engineers and graduate students in civil and mechanical engineering. Makoto Yamakawa is a Professor at Tokyo University of Science, and a member of the Advisory Board of the 2020 Asian Congress of Structural and Multidisciplinary Optimization. Makoto Ohsaki is a Professor at Kyoto University, Japan, treasurer of the International Association for Shell & Spatial Structures and former President of the Asian Society for Structural and Multidisciplinary Optimization.


Computational Methods in Stochastic Dynamics

Computational Methods in Stochastic Dynamics

Author: Manolis Papadrakakis

Publisher: Springer Science & Business Media

Published: 2011-02-01

Total Pages: 346

ISBN-13: 9048199875

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At the dawn of the 21st century, computational stochastic dynamics is an emerging research frontier. This book focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The book is primarily intended for researchers and post-graduate students in the fields of computational mechanics and stochastic structural dynamics. Nevertheless, practice engineers as well could benefit from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures. The book addresses mathematical and numerical issues in stochastic structural dynamics and connects them to real-world applications. It consists of 16 chapters dealing with recent advances in a wide range of related topics (dynamic response variability and reliability of stochastic systems, risk assessment, stochastic simulation of earthquake ground motions, efficient solvers for the analysis of stochastic systems, dynamic stability, stochastic modelling of heterogeneous materials). Numerical examples demonstrating the significance of the proposed methods are presented in each chapter.


Advances in Design Optimization

Advances in Design Optimization

Author: H. Adeli

Publisher: CRC Press

Published: 2002-09-11

Total Pages: 590

ISBN-13: 0203038649

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This book summarizes advances in a number of fundamental areas of optimization with application in engineering design. The selection of the 'best' or 'optimum' design has long been a major concern of designers and in recent years interest has grown in applying mathematical optimization techniques to design of large engineering and industrial systems, and in using the computer-aided design packages with optimization capabilities which are now available.


Structural Reliability Analysis and Prediction

Structural Reliability Analysis and Prediction

Author: Robert E. Melchers

Publisher: John Wiley & Sons

Published: 2018-04-02

Total Pages: 530

ISBN-13: 1119265991

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Structural Reliability Analysis and Prediction, Third Edition is a textbook which addresses the important issue of predicting the safety of structures at the design stage and also the safety of existing, perhaps deteriorating structures. Attention is focused on the development and definition of limit states such as serviceability and ultimate strength, the definition of failure and the various models which might be used to describe strength and loading. This book emphasises concepts and applications, built up from basic principles and avoids undue mathematical rigour. It presents an accessible and unified account of the theory and techniques for the analysis of the reliability of engineering structures using probability theory. This new edition has been updated to cover new developments and applications and a new chapter is included which covers structural optimization in the context of reliability analysis. New examples and end of chapter problems are also now included.


Structural and System Reliability

Structural and System Reliability

Author: Armen Der Kiureghian

Publisher: Cambridge University Press

Published: 2022-01-13

Total Pages: 610

ISBN-13: 1108998437

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Based on material taught at the University of California, Berkeley, this textbook offers a modern, rigorous and comprehensive treatment of the methods of structural and system reliability analysis. It covers the first- and second-order reliability methods for components and systems, simulation methods, time- and space-variant reliability, and Bayesian parameter estimation and reliability updating. It also presents more advanced, state-of-the-art topics such as finite-element reliability methods, stochastic structural dynamics, reliability-based optimal design, and Bayesian networks. A wealth of well-designed examples connect theory with practice, with simple examples demonstrating mathematical concepts and larger examples demonstrating their applications. End-of-chapter homework problems are included throughout. Including all necessary background material from probability theory, and accompanied online by a solutions manual and PowerPoint slides for instructors, this is the ideal text for senior undergraduate and graduate students taking courses on structural and system reliability in departments of civil, environmental and mechanical engineering.


Structural Design Optimization Considering Uncertainties

Structural Design Optimization Considering Uncertainties

Author: Yannis Tsompanakis

Publisher: Taylor & Francis

Published: 2008-02-07

Total Pages: 669

ISBN-13: 1134055064

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Uncertainties play a dominant role in the design and optimization of structures and infrastructures. In optimum design of structural systems due to variations of the material, manufacturing variations, variations of the external loads and modelling uncertainty, the parameters of a structure, a structural system and its environment are not given, fixed coefficients, but random variables with a certain probability distribution. The increasing necessity to solve complex problems in Structural Optimization, Structural Reliability and Probabilistic Mechanics, requires the development of new ideas, innovative methods and numerical tools for providing accurate numerical solutions in affordable computing times. This book presents the latest findings on structural optimization considering uncertainties. It contains selected contributions dealing with the use of probabilistic methods for the optimal design of different types of structures and various considerations of uncertainties. The first part is focused on reliability-based design optimization and the second part on robust design optimization. Comprising twenty-one, self-contained chapters by prominent authors in the field, it forms a complete collection of state-of-the-art theoretical advances and applications in the fields of structural optimization, structural reliability, and probabilistic computational mechanics. It is recommended to researchers, engineers, and students in civil, mechanical, naval and aerospace engineering and to professionals working on complicated costs-effective design problems.