Monte Carlo Methods and Direct Integration in Civil Engineering

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.