Due to the increasing industrial demand for reliable quantification and management of uncertainty in product performance, engineers must employ probabilistic models in analysis and design in order to account for the random fluctuation of the properties of actual systems. Considerable research and development is therefore being done in this field. "Stochastic Methods in Engineering" covers computational stochastic analysis and optimization. It begins by introducing concepts and then outlines computational approaches to specific classes of problems. Emanating from the author's courses at the Faculty of Aerospace Engineering at the University of Stuttgart, the book is intended to make the reader familiar with the stochastic point of view, exploring and quantifying random system variability, its source and sensitivity. It also develops methods of stochastic analysis and optimization based on deterministic knowledge, serving as a guide in the transition from determinism to stochastics.The...

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