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Lecture

Monte Carlo Methods and Direct Integration in Civil Engineering

In course

CIVIL-438: Risk analysis and management

Le cours vise à former les étudiants aux méthodes et outils permettant d'appréhender de manière fondée et scientifique la question de l'analyse et de la gestion des risques technologiques et naturels, avec une attention portée au domaine du Génie civil. ...

Description

This lecture covers the basics of uncertainties in civil engineering, including deterministic and probabilistic approaches, distributions, statistical reminders, and the random nature of phenomena. It delves into Monte Carlo methods for risk analysis and management, explaining the generation of random input values, treatment for compatibility with distributions, and computation of results. The lecture also discusses the use of Monte Carlo methods for various types of problems, such as numerical calculations and economic models, and provides insights into direct integration methods.

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Instructor

Laurent Vulliet

EDUCATION 2016 Board Member Certificate, Swiss Board School, Switzerland 2008 AMP (Advanced Management Program), INSEAD, Fontainebleau, France 1986 PhD (Dr sc. tech.), EPFL, Lausanne, Switzerland 1980 Ms, Civil Engineering (Dipl. Bauing. ETH), ETHZ, Zurich, Switzerland PROFESSIONAL ACTIVITIES 1994 - Present Professor, EPFL. Director of the Soil Mechanics Laboratory (1994-2008). Promoted from Associate to Full Professor in 1996. Part-time position since 2008 2008 - 2015 CEO, BG Consulting Engineers, Lausanne, Switzerland. 2001 - 2008 Dean, School of Architecture, Civil and Environmental Engineering (ENAC), Ecole polytechnique fédérale, Lausanne (EPFL) 1999 - 2001 Head, Civil Engineering Department, EPFL 1989 - 1993 Senior Engineer, De Cérenville Géotechnique SA, Ecublens, Switzerland 1987 - 1989 Lecturer, Department of Civil Engineering and Engineering Mechanics, University of Arizona, Tucson, USA 1986 Invited Researcher, Laboratoire central des ponts et chaussées (LCPC), Paris, France 1981 - 1986 Research assistant, and PhD student, Soil Mechanics Laboratory (LMS), EPFL. Thesis on the modeling of natural creeping slopes. Co-advisors Prof. E. Recordon (EPFL) and Prof. K. Hutter (TU Darmstadt) BOARDS / COUNCILS

Member of the Board of Directors, Implenia, Dietlikon, Switzerland (2016 - present)
Member of the Board of Directors, BG Consulting Engineers, Lausanne (2006 - 2015)
Vice-President, Swiss Society of Engineers and Architects (SIA). 2009-2013.
Member, Foundation Council, Foundation Les Bois Chamblard, financing research in Environmental Sciences at EPFL (focusing on bio-diversity). 2003-present
Member, Foundation Council of the Presses Polytechniques et Universitaires Romandes (PPUR), Lausanne. 1995-present
Member, Stiftungsrat der Präventionsstiftung der KGV (a Swiss foundation for the financing of applied research in the domain of natural risks from Cantonal Building Insurances). 2003-2008
Member of the Board of Directors, Stump Bohr AG, Nänikon. 1998 2001

PROFESSIONAL SOCIETIES

Swiss Society of Engineers and Architects (SIA)
American Society of Civil Engineers (ASCE)
International Association for Computer Meth. and Advances in Geomechanics (IACMAG)
International Society for Soil Mechanics and Geotechnical Engineering (ISSMGE)
International Society for Rock Mechanics (ISRM)
Swiss Society for Soil and Rock Mechanics (SSMSR)
Swiss Society for Earthquake Engineering and Structural Dynamics (SGEB)

SCIENTIFIC COMMITTEES

Swiss National Science Foundation (NSF): member of the Foundation Council and of the Electoral Commission (1996-2003)
Extra-Parliamentary National Commission on Natural Disasters (PLANAT): member of the Commission 1997-2007 (member of the Executive Board from 1997 to 2000)
Natural Hazards Competence Centre CENAT (ETH Domain): founder member and member of the Board of Directors (1995-2007)
Alliance of European Research Laboratories (ALERT), member of the Board of Directors (1995-2009)
Beratende Kommission Swiss Federal Institute for Forest, Snow and Landscape Research (WSL): member (2000-2004)
Centro Stefano Franscini (CSF, Monte Verità): member of the Scientific Advisory Committee (1997-2007)
EPFL Press and Information Commission (CPI). Member 1994-94, President 1995-2000

EDITORIAL BOARDS

Adjunct Editor-in-Chief, Revue française de génie civil (Hermès); founder member (1996-Present). Cette revue est devenue "European Journal of Environmental and Civil Engineering"
Editorial Advisory Board, Int. J. Num. Analyt. Meth. in Geomech., John Wiley (1997-2009).
Editorial Board, Int. J. of Geomechanics (2000-2009).
Editorial Board, Computer & Geotechnics, Elsevier (2001-2009).
Editorial Board, Rivista Italiana di Geotecnica (1997-2009).

Official source

Related concepts (28)

Probability distribution

In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.

Probability

Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty. The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin.

Stable distribution

In probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters. A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it. Of the four parameters defining the family, most attention has been focused on the stability parameter, (see panel).

Probability theory

Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space.

Heavy-tailed distribution

In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may have a heavy left tail, or both tails may be heavy. There are three important subclasses of heavy-tailed distributions: the fat-tailed distributions, the long-tailed distributions, and the subexponential distributions.

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