Week 1: Theory of Probability-I: Probability Distributions (Discrete and Continuous), one-dimensional Random Variables (Discrete and Continuous) PDF & CDF.
Week 2: Probability Theory-II: Functions of Random Variable, Algebra of Variance, Expectations, and moments.
Week 3: Multi-dimensional Random Variables- Joint distributions, Conditional & Marginal PDF and PMF, Expectation Operator in Two dimensions, Covariance, and Correlation.
Week 4: Reliability Levels: Level-2 Reliability Methods, Concept of Reliability Index, Cornell´s Reliability Index, Hasofer-Lind Reliability Index.
Week 5: First Order Reliability Methods- Mean Value First Order Second Moment (MVFOSM) method, First Order Reliability Method (FORM), Rackwitz-Fiessler Algorithm.
Week 6: Iso-probabilistic transformation of random variables: Morgenstern & NATAF Transformation, Rosenblatt Transformation: JPDF & JCDF. Application in FORM.
Week 7: Introduction to Second Order Reliability Method (SORM): Breitung´s approximation, Tvedt´s Three Term approximation. Examples.
Week 8: Simulation-Based Reliability Analysis- Monte-Carlo Simulation, Variance Reduction Technique, Importance Sampling method.
Week 9: Metamodel-Based Reliability Analysis-I: Implicit Performance Function, Polynomial Response Surface Method (RSM).
Week 10: Metamodel-Based Reliability Analysis-II: Moving Least Square Methods in metamodeling. Applications of MLS in surrogate modelling. Case Studies.
Week 11: Code Calibration: Determination of partial safety factors, Optimal safety factors.
Week 12: Case Studies: FEM Modelling for reliability analysis, Applications. Introduction to Stochastic FEM
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