Pennsylvania State University

Department of Civil and Environmental Engineering

C E 597 - 004: Stochastic Structural Mechanics
Spring 2018

Lectures:
4:35 pm – 5:50pm, Tuesday and Thursday
Sackett Building, Room 109

Instructor:
Kostas Papakonstantinou
213-C Sackett Building
Ph: (814) 863-4010
Email: kpapakon@psu.edu
Office hours: After class or by appointment

Course website:
Canvas: https://psu.instructure.com/

Bulletin description:
Solution of structural mechanics problems characterized by input and/or system uncertainty: uncertainty
quantification, reliability, risk, sensitivity analysis, random vibrations, Bayesian updating and other topics.

Prerequisites:
This course will assume undergraduate knowledge of structural mechanics and basic knowledge of
probability concepts (equivalent to completion of STAT 401). This is a computational course and
experience with Matlab programming is needed. Students with any questions regarding these prerequisites
should talk to the instructor.

Learning objectives:
Students should leave this course able to apply probabilistic techniques to analyze structural mechanics
problems governed by variability and uncertainties. By the end of this course students will be able to:

1. Identify sources of uncertainty and their importance

2. Develop probabilistic models
3. Apply simulation methods for stochastic problems
4. Compute estimates of failure probabilities of structural systems
5. Describe and simulate random processes and fields
6. Analyze random dynamical systems
7. Update the computational models in the presence of available data through Bayesian principles
8. Understand the logic and the basic derivations of polynomial chaos methods for analysis of
complex stochastic physical systems

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Course topics:
• Probability theory
• Simulation methods
• Structural reliability
• Global sensitivity analysis
• Random field theory
• Bayesian updating
• Polynomial chaos for uncertainty quantification

Textbook:
This course covers a wide range of topics and there is no textbook that covers all these topics in detail.
There is, therefore, no required textbook for this course. The following recommended books should be very
useful however, for students looking to deepen their knowledge of core course topics and will also serve as
valuable references in the future.

Bucher C., Computational Analysis of Randomness in Structural Mechanics, Taylor & Francis, 2009.
Ang A. H-S., and Tang W.H., Probability Concepts in Engineering, 2nd edition, Wiley, 2006.
Xiu D., Numerical Methods for Stochastic Computations. A Spectral Method Approach, Princeton
University Press, 2010.
Benaroya H., Mi Han S., Nagurka M., Probabilistic Models for Dynamical Systems, 2nd edition, CRC press,
2013.
Ditlevsen O., and Madsen H.O., Structural Reliability Methods, Internet Edition, 2007, http://od-
website.dk//books/OD-HOM-StrucRelMeth-Ed2.3.7.pdf.

Assessment methods:
Students' performance will be assessed on their ability to explain the course concepts and use the presented
techniques. The final grades will be computed based on the following weighting scheme:

Homework 45%
Project report 35%
Project presentation 15%
Class Participation 5%

Homework policy:
Homework is to be submitted at the beginning of class on the due date. Late assignments will be penalized
at a rate of 25% per day late. Exceptions to this policy may be arranged with the instructor for special
circumstances. Homework should meet minimum standards of clarity and neatness otherwise it will not be
graded. For example, numerical results should be accompanied by detailed explanations of what you have
done to solve the problem; commented computer codes should be provided; begin each problem at the top
of a new page; write only on a single side of paper, etc.

Final project:
Students will apply course concepts and conduct an independent inquiry into a research topic or application.
A detailed report is required in a journal paper format. A conference style project presentation will be also
given in class.

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Academic integrity:
Academic integrity is the pursuit of scholarly activity in an open, honest and responsible manner. Academic
integrity is a basic guiding principle for all academic activity at The Pennsylvania State University, and all
members of the University community are expected to act in accordance with this principle. Consistent
with this expectation, the University's Code of Conduct states that all students should act with personal
integrity, respect other students' dignity, rights and property, and help create and maintain an environment
in which all can succeed through the fruits of their efforts (refer to Senate Policy 49-20). Academic integrity
includes a commitment by all members of the University community not to engage in or tolerate acts of
falsification, misrepresentation or deception. Such acts of dishonesty violate the fundamental ethical
principles of the University community and compromise the worth of work completed by others.

It is expected that Penn State's Code of Conduct will be followed in all matters relating to this course.
Dishonesty of any kind will not be tolerated in this course. Dishonesty includes, but is not limited to,
cheating, plagiarizing, fabricating information or citations, facilitating acts of academic dishonesty by
others, having unauthorized possession of examinations, submitting work of another person or work
previously used without informing the instructor, or tampering with the academic work of other students.
Students who are found to be dishonest will receive academic sanctions and will be reported to the
University's Office of Student Conduct for possible further disciplinary sanctions (refer to Senate Policy
G-9).

Educational equality:
Penn State welcomes students with disabilities into the University's educational programs. If you have a
disability-related need for reasonable academic adjustments in this course, contact the Office for Disability
Services (ODS). For further information regarding ODS, please visit the Office for Disability Services Web
site at http://equity.psu.edu/ods/. In order to receive consideration for course accommodations, you must
contact ODS and provide documentation (see the documentation guidelines at http://equity.psu.edu/student-
disability-resources/guidelines). If the documentation supports the need for academic adjustments, ODS
will provide a letter identifying appropriate academic adjustments. Please share this letter and discuss the
adjustments with your instructor as early in the course as possible. You must contact ODS and request
academic adjustment letters at the beginning of each semester.

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Tentative schedule:

Lecture topic

Probability theory

Simulation methods (Monte Carlo, Importance

sampling, MCMC, Sequential Monte Carlo, etc.)

Reliability-FOSM

Reliability-FORM/SORM

System reliability

Fragility estimation

Sensitivity analysis

Random processes/fields

Bayesian updating and applications (Time permitting)

Polynomial chaos (Time permitting)

Project presentations

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