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 Scheda Riassuntiva
 Anno Accademico 2016/2017 Tipo incarico Dottorato Insegnamento 098565 - MONTE CARLO SIMULATION METHODS: THEORY AND APPLICATIONS TO STOCHASTIC AND UNCERTAIN SYSTEM, STRUCTURES AND COMPONENTS Docente Baraldi Piero Cfu 5.00 Tipo insegnamento Monodisciplinare

Corso di Dottorato Da (compreso) A (escluso) Insegnamento
MI (1300) - SCUOLA DI DOTTORATOAZZZZ098565 - MONTE CARLO SIMULATION METHODS: THEORY AND APPLICATIONS TO STOCHASTIC AND UNCERTAIN SYSTEM, STRUCTURES AND COMPONENTS

 Programma dettagliato e risultati di apprendimento attesi
 Programme of the course: Basic concepts of uncertain and stochastic systems Introduction to Monte Carlo Simulation Sampling Random Numbers from Generic Distributions Sampling by the Inverse Transform Method Sampling by the Rejection Method Evaluation of definite integrals by Monte Carlo Simulation Analog Simulation Forced (Biased) Simulation Efficient methods of sampling uncertain variables: Basic Principles of System Reliability Analysis The Transport Process of a Stochastic System System Reliability Analysis by Monte Carlo Simulation (Indirect Simulation Method, Direct Simulation Method) Transport Theory for System Reliability Dynamic reliability methods: accidental scenarios simulation and processing Markov Chain Monte Carlo for model and parameter identification Monte Carlo and possibilistic methods for Uncertainty and Sensitivity analysis Particle Filtering for diagnosis, prognosis and on condition maintenance   COURSE GOALS Students will learn the most advanced methods of Monte Carlo (MC) simulation to quantitatively model the behavior of stochastic engineering systems and perform uncertainty and sensitivity analyses, e.g. those typical of the energy, nuclear, aerospace, chemical, structural, hydraulic, environmental, electrical and mechanical fields.

 Note Sulla Modalità di valutazione
 Final exam consisting in a group project.

 Intervallo di svolgimento dell'attività didattica
 Data inizio 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31   Gennaio Febbraio Marzo Aprile Maggio Giugno Luglio Agosto Settembre Ottobre Novembre Dicembre   2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 Data termine 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31   Gennaio Febbraio Marzo Aprile Maggio Giugno Luglio Agosto Settembre Ottobre Novembre Dicembre   2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027

 Calendario testuale dell'attività didattica
 Rooms of all lectures to be defined. They will be in CAMPUS BOVISA   LECTURE 1 Lecturer: Enrico Zio December 2nd , 2016, 10:15-13:15 Introduction to Monte Carlo Simulation   LECTURE 2 Lecturer: Enrico Zio December 5th, 2016, 10:15-12:15 Monte Carlo Simulation for reliability and availability analysis in complex systems   LECTURE 3 Lecturer: Piero Baraldi December 12th, 9:15-13:15 Examples and Exercises on Monte Carlo Simulations   LECTURE 4 Lecturer: FrancescoCadini December 14th, 10:15-13:15 Particle Filtering for diagnosis, prognosis and on condition maintenance   LECTURE 5 Lecturer: FrancescoCadini December 16th, 10:15-13:15 Exercises on particle filtering for diagnosis, prognosis and on condition maintenance   LECTURE 6 Lecturer: Francesco Di Maio December 19th, 2016, 10:15-13:15 Dynamic reliability methods: accidental scenarios simulation and processing (Part 1)   LECTURE 7 Lecturer: Francesco Di Maio December 21th, 2016, 10:15-13:15 Dynamic reliability methods: accidental scenarios simulation and processing (Part 2)   LECTURE 8 (to be confirmed) Lecturer: Nicola Pedroni (Ecole Centrale, Paris) January 9th, 2017, 10:15-13:15 Markov Chain Monte Carlo for model and parameter identification   LECTURE 9 Lecturer: Piero Baraldi January 11th, 2017, 10:15-13:15 Monte Carlo and possibilistic methods for uncertainty analysis   LECTURE 10 Lecturer: Piero Baraldi January 13th, 2017, 10:15-13:15 Examples and exrcises on Monte Carlo and possibilistic methods for uncertainty analysis   EXAM February 1st, 2017; 10:15-13:15 Discussion of the projects

 Bibliografia
 E. Zio, The Monte Carlo Simulation Method for System Reliability and Risk Analysis, ISBN: 978-1-4471-4588-2 Terje Aven, Enrico Zio, Piero Baraldi, Roger Flage, Uncertainty in Risk Assessment: The Representation and Treatment of Uncertainties by Probabilistic and Non-Probabilistic Methods, ISBN: 978-1-118-48958-1

 Software utilizzato
 Nessun software richiesto

 Mix Forme Didattiche
Tipo Forma Didattica Ore didattiche
lezione
25.0
esercitazione
0.0
laboratorio informatico
0.0
laboratorio sperimentale
0.0
progetto
4.0
laboratorio di progetto
0.0

 Informazioni in lingua inglese a supporto dell'internazionalizzazione
 Insegnamento erogato in lingua Inglese Disponibilità di materiale didattico/slides in lingua inglese

 Note Docente
 schedaincarico v. 1.6.9 / 1.6.9 Area Servizi ICT 21/01/2022