Uncertainty in Engineering : : Introduction to Methods and Applications.

• Superior document: SpringerBriefs in Statistics Series
• Author: Aslett, Louis J. M.
• TeilnehmendeR: Coolen, Frank P. A.; De Bock, Jasper.
• Place / Publishing House: Cham : : Springer International Publishing AG,, 2021.; Ã2022.
• Year of Publication: 2021
• Edition: 1st ed.
• Language: English
• Series: SpringerBriefs in Statistics Series
• Physical Description: 1 online resource (148 pages)

Table of Contents

Intro -- Preface -- Contents -- 1 Introduction to Bayesian Statistical Inference -- 1.1 Introduction -- 1.2 Specification of the Prior -- 1.2.1 Conjugate Priors -- 1.3 Point Estimation -- 1.4 Credible Sets -- 1.5 Hypothesis Test -- 1.5.1 Model Selection -- References -- 2 Sampling from Complex Probability Distributions: A Monte Carlo Primer for Engineers -- 2.1 Motivation -- 2.1.1 Generality of Expectations -- 2.1.2 Why Consider Monte Carlo? -- 2.2 Monte Carlo Estimators -- 2.3 Simple Monte Carlo Sampling Methods -- 2.3.1 Inverse Sampling -- 2.3.2 Rejection Sampling -- 2.3.3 Importance Sampling -- 2.4 Further Reading -- References -- 3 Introduction to the Theory of Imprecise Probability -- 3.1 Introduction -- 3.2 Fundamental Concepts -- 3.2.1 Basic Concepts -- 3.2.2 Coherence -- 3.3 Previsions and Probabilities -- 3.3.1 Previsions as Prices for Gambles -- 3.3.2 Probabilities as Previsions of Indicator Gambles -- 3.3.3 Assessments of Lower Previsions -- 3.3.4 Working on Linear Spaces of Gambles -- 3.4 Sets of Probabilities -- 3.4.1 From Lower Previsions to Credal Sets -- 3.4.2 From Credal Sets to Lower Previsions -- 3.5 Basics of Conditioning -- 3.6 Remarks About Infinite Possibility Spaces -- 3.7 Conclusion -- References -- 4 Imprecise Discrete-Time Markov Chains -- 4.1 Introduction -- 4.2 Precise Probability Models -- 4.3 Imprecise Probability Models -- 4.4 Discrete-Time Uncertain Processes -- 4.5 Imprecise Probability Trees -- 4.6 Imprecise Markov Chains -- 4.7 Examples -- 4.8 A Non-linear Perron-Frobenius Theorem, and Ergodicity -- 4.9 Conclusion -- References -- 5 Statistics with Imprecise Probabilities-A Short Survey -- 5.1 Introduction -- 5.2 Some Elementary Background on Imprecise Probabilities -- 5.3 Types of Imprecision in Statistical Modelling -- 5.4 Statistical Modelling Under Model Imprecision.

5.4.1 Probabilistic Assumptions on the Sampling Model Matter: Frequentist Statistics and Imprecise Probabilities -- 5.4.2 Model Imprecision and Generalized Bayesian Inference -- 5.4.3 Some Other Approaches -- 5.5 Statistical Modelling Under Data Imprecision -- 5.6 Concluding Remarks -- References -- 6 Reliability -- 6.1 Introduction -- 6.2 System Reliability Methods -- 6.2.1 Fault Tree Analysis -- 6.2.2 Fault Tree Extensions: Common Cause Failures -- 6.2.3 Phased Mission Analysis -- 6.3 Basic Statistical Concepts and Methods for Reliability Data -- 6.4 Statistical Models for Reliability Data -- 6.5 Stochastic Processes in Reliability-Models and Inference -- 7 Simulation Methods for the Analysis of Complex Systems -- 7.1 Introduction -- 7.2 Reliability Modelling of Systems and Networks -- 7.2.1 Traditional Approaches -- 7.2.2 Interdependencies in Complex Systems -- 7.3 Load Flow Simulation -- 7.3.1 Simulation of Interdependent and Reconfigurable Systems -- 7.3.2 Maintenance Strategy Optimization -- 7.3.3 Case Study: Station Blackout Risk Assessment -- 7.4 Survival Signature Simulation -- 7.4.1 Systems with Imprecision -- 7.4.2 Case Study: Industrial Water Supply System -- 7.5 Final Remarks -- References -- 8 Overview of Stochastic Model Updating in Aerospace Application Under Uncertainty Treatment -- 8.1 Introduction -- 8.2 Overview of the State of the Art: Deterministic or Stochastic? -- 8.3 Overall Technique Route of Stochastic Model Updating -- 8.3.1 Feature Extraction -- 8.3.2 Parameter Selection -- 8.3.3 Surrogate Modelling -- 8.3.4 Test Analysis Correlation: Uncertainty Quantification Metrics -- 8.3.5 Model Adjustment and Validation -- 8.4 Uncertainty Treatment in Parameter Calibration -- 8.4.1 The Bayesian Updating Framework -- 8.4.2 A Novel Uncertainty Quantification Metric -- 8.5 Example: The NASA UQ Challenge.

8.6 Conclusions and Prospects -- References -- 9 Aerospace Flight Modeling and Experimental Testing -- 9.1 Introduction -- 9.2 Aerospace Flights and Planetary Re-entry -- 9.3 Similitude Approach for Hypersonic Flows -- 9.3.1 Inviscid Hypersonics -- 9.3.2 Viscous Hypersonics -- 9.3.3 High-Temperature Hypersonics -- 9.4 Duplication of Dissociated Boundary Layer with Surface Reaction -- 9.5 Considering Flow Radiation -- 9.6 Ground Testing Strategy for High-Speed Re-entry -- 9.7 Conclusion -- References.