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The purpose of this paper is to investigate the first three stochastic natural frequencies of skewed sandwich plates, considering uncertain system parameters. To conduct the sensitivity analysis for checking the criticality of input parameters.

The theoretical formulation is developed based on higher-order-zigzag theory in accordance with the radial basis function (RBF) and stochastic finite element (FE) model. A cubic function is considered for in-plane displacement over thickness while a quadratic function is considered for transverse displacement within the core and remains constant in the facesheet. RBF is used as a surrogate model to achieve computational efficiency and accuracy. In the present study, the individual and combined effect of ply-orientation angle, skew angle, number of lamina, core thickness and material properties are considered for natural frequency analysis of sandwich plates.

Results presented in this paper illustrates that the skewness in the sandwich plate significantly affects the global dynamic behaviour of the structure. RBF surrogate model coupled with stochastic FE approach significantly reduced the computational time (more than 1/18 times) compared to direct Monte Carlo simulation approach.

The stochastic results for dynamic stability of sandwich plates show that the inevitable source uncertainties present in the input parameters result in significant variation from the deterministic value demonstrates the need for inclusive design paradigm considering stochastic effects. The present paper comprehensively establishes a generalized new RBF-based FE approach for efficient stochastic analysis, which can be applicable to other complex structures too.

To generalize the traditional 2nd order stochastic perturbation technique for input random variables and fields and to demonstrate for flow problems.

The methodology is based on an n‐th order expansion (perturbation) for input random parameters and state functions around their expected value to recover probabilistic moments of the response. A finite element formulation permits stochastic simulations on irregular meshes for practical applications.

The methodology permits approximation of expected values and covariances of quantities such as the fluid pressure and flow velocity using both symbolic and discrete FEM computations. It is applied to inviscid irrotational flow, Poiseulle flow and viscous Couette flow with randomly perturbed boundary conditions, channel height and fluid viscosity to illustrate the scheme.

The focus of the present work is on the basic concepts as a foundation for extension to engineering applications. The formulation for the viscous incompressible problem can be implemented by extending a 3D viscous primitive variable finite element code as outlined in the paper. For the case where the physical parameters are temperature dependent this will necessitate solution of highly non‐linear stochastic differential equations.

Techniques presented here provide an efficient approach for numerical analyses of heat transfer and fluid flow problems, where input design parameters and/or physical quantities may have small random fluctuations. Such an analysis provides a basis for stochastic computational reliability analysis.

The mathematical formulation and computational implementation of the generalized perturbation‐based stochastic finite element method (SFEM) is the main contribution of the paper.

This paper aims to present a multi-scale stochastic damage model (SDM) for concrete and apply it to the stochastic response analysis of reinforced concrete shear wall structures.

The proposed SDM is constructed at two scales, i.e. the macro-scale and the micro-scale. The general framework of the SDM is established on the basis of the continuum damage mechanics (CDM) at the macro-scale, whereas the detailed damage evolution is determined through a parallel fiber buddle model at the micro-scale. The parallel buddle model is made up of micro-elements with stochastic fracture strains, and a one-dimensional random field is assumed for the fracture strain distribution. To represent the random field, a random functional method is adopted to quantify the stochastic damage evolution process with only two variables; thus, the numerical efficiency is greatly enhanced. Meanwhile, the probability density evolution method (PDEM) is introduced for the structural stochastic response analysis.

By combing the SDM and PDEM, the probabilistic analysis of a shear wall structure is performed. The mean value, standard deviation and the probability density function of the shear wall responses, e.g., shear capacity, accumulated energy consumption and damage evolution, are obtained.

It is noted that the proposed method can reflect the influences of randomness from material level to structural level, and is efficient for stochastic response determination of shear wall structures.

The purpose of this paper is to expose computational methods as applied to engineering systems and evolutionary processes with randomness in external actions and inherent parameters.

In total, two approaches are distinguished that rely on solvers from deterministic algorithms. Probabilistic analysis is referred to as the approximation of the response by a Taylor series expansion about the mean input. Alternatively, stochastic simulation implies random sampling of the input and statistical evaluation of the output.

Beyond the characterization of random response, methods of reliability assessment are discussed. Concepts of design improvement are presented. Optimization for robustness diminishes the sensitivity of the system to fluctuating parameters.

Deterministic algorithms available for the primary problem are utilized for stochastic analysis by statistical Monte Carlo sampling. The computational effort for the repeated solution of the primary problem depends on the variability of the system and is usually high. Alternatively, the analytic Taylor series expansion requires extension of the primary solver to the computation of derivatives of the response with respect to the random input. The method is restricted to the computation of output mean values and variances/covariances, with the effort determined by the amount of the random input. The results of the two methods are comparable within the domain of applicability.

The present account addresses the main issues related to the presence of randomness in engineering systems and processes. They comprise the analysis of stochastic systems, reliability, design improvement, optimization and robustness against randomness of the data. The analytical Taylor approach is contrasted to the statistical Monte Carlo sampling throughout. In both cases, algorithms known from the primary, deterministic problem are the starting point of stochastic treatment. The reader benefits from the comprehensive presentation of the matter in a concise manner.

This paper aims to present two-stage network models in the presence of stochastic ratio data.

Black-box, free-link and fix-link techniques are used to apply the internal relations of the two-stage network. A deterministic linear programming model is derived from a stochastic two-stage network data envelopment analysis (DEA) model by assuming that some basic stochastic elements are related to the inputs, outputs and intermediate products. The linkages between the overall process and the two subprocesses are proposed. The authors obtain the relation between the efficiency scores obtained from the stochastic two stage network DEA-ratio considering three different strategies involving black box, free-link and fix-link. The authors applied their proposed approach to 11 airlines in Iran.

In most of the scenarios, when alpha in particular takes any value between 0.1 and 0.4, three models from Charnes, Cooper, and Rhodes (1978), free-link and fix-link generate similar efficiency scores for the decision-making units (DMUs), While a relatively higher degree of variations in efficiency scores among the DMUs is generated when the alpha takes the value of 0.5. Comparing the results when the alpha takes the value of 0.1–0.4, the DMUs have the same ranking in terms of their efficiency scores.

The authors innovatively propose a deterministic linear programming model, and to the best of the authors’ knowledge, for the first time, the internal relationships of a two-stage network are analyzed by different techniques. The comparison of the results would be able to provide insights from both the policy perspective as well as the methodological perspective.

The purpose of this study is to propose a novel super-efficiency DEA model to appraise the relative efficiency of DMUs with zero data and stochastic data. Our model can work with both variable returns to scale (VRS) and constant returns to scale (CRS).

This study proposes a new stochastic super-efficiency DEA (SSDEA) model to assess the performance of airlines with stochastic and zero inputs and outputs.

This paper proposes a new analysis and contribution to the knowledge of efficiency assessment with stochastic super-efficiency DEA model by (1) using input saving and output surplus index for efficient DMUs to get the optimal solution; (2) obtaining efficiency scores from the proposed model that are equivalent to original stochastic super-efficiency model when feasible solutions exist. A case study is given to illustrate the applicability of our proposed model. Also, poor performance reasons are identified to improve the performance of inefficient airlines.

For the first time, a new SSDEA model for ranking DMUs is proposed. The introduced model produces a feasible solution when dealing with zero input or output. This paper applies the input saving and output surplus concept to rectify the infeasibility problem in the stochastic DEA model.

The paper aims to present an approach to cost-benefit analysis with stochastic data. Determining the type and the values of alternative’s factors are probably the most important issue in this approach. Therefore, in the proposed approach, a competitive advantage model was built to measure the values of alternative’s factors. Then, a satisfactory cost-benefit analysis model with random data was proposed to evaluate the alternatives. The cost-benefit analysis of each alternative was carried out to obtain the real and satisfactory cost-benefit of the decision-maker.

This paper is orientationally expressed as a mathematical problem in which the optimization problem needs to analyze the approach. This paper is written based on uncertainty linear optimization. Optimization under uncertainty refers to this branch of optimization where there are uncertainties involved in the data or the model and is popularly known as stochastic optimization problems.

As was seen in the purpose part, in this paper, an approach is presented to cost-benefit analysis by the use of competitive advantage with stochastic data. In this regards, a stochastic optimization problem to assess competitive advantage is proposed. This optimization problem recognizes the values of alternative’s factors which is the most important step in cost-benefit analysis. An optimization problem is proposed to cost benefit analysis, as well.

To investigate different aspects of the proposed approach, a case study with random data of 21 economic projects was considered.

Cost–benefit analysis is a systematic approach to estimating the strengths and weaknesses of alternatives used to determine options which provide the best approach to achieving benefits while preserving savings. Cost–benefit analysis is related to cost-effectiveness analysis. Benefits and costs are expressed in monetary terms and are adjusted for the time value of money; all flows of benefits and costs over time are expressed on a common basis in terms of their net present value, regardless of whether they are incurred at different times. As seen the paper using competitive advantage tries to determine the values of alternative’s factor. As competitive advantage model analyze the advantages and disadvantages of alternatives, this paper by the use of this idea tries to determine the costs and benefits. Two stochastic optimization problems in the middle of this approach are proposed, which assess competitive advantage and cost–benefit analysis, respectively.

The purpose of this paper is to contribute to the literature in three ways: first, the authors investigate the impact of the sampling errors on optimal portfolio weights and on financial investment decision. Second, the authors advance a comparative analysis between various domestic and international diversification strategies to define a stochastic optimal choice. Third, the authors propose a new methodology combining the re-sampling method, stochastic optimization algorithm, and nonparametric stochastic dominance (SD) approach to analyze a stochastic optimal portfolio choice for risk-averse American investors who care about benefits of domestic diversification relative to international diversification. The authors propose a new portfolio optimization model involving SD constraints on the portfolio return rate. The authors define a portfolio with return dominating the benchmark portfolio return in the second-order stochastic dominance (SSD) and having maximum expected return. The authors combine re-sampling procedure and stochastic optimization to establish more flexibility in the investment decision rule.

The authors apply the re-sampling procedure to consider the sampling error in the optimization process. The authors try to resolve the problem of the stochastic optimal investment strategy choice using the nonparametric SD test by Linton et al. (2005) based on sub-sampling simulated p values. The authors apply the stochastic portfolio optimization algorithm with SSD constraints to define optimal diversified portfolios beating benchmark indices.

First, the authors find that reducing sampling error increases the dominance relationships between different portfolios, which, in turn, alters portfolio investment decisions. Though international diversification is preferred in some cases, the study’s results show that for risk-averse US investors, in general, there is no difference between the diversification strategies; this implies that there is no increase in the expected utility of international diversification for the period before and after the 2007-2008 financial crisis. Nevertheless, the authors find that stochastic diversification in domestic, global, and Europe, Australasia, and Far East markets delivers better risk returns for the US risk averters during the crisis period.

The originality of the idea in this paper is to introduce a new methodology combining the concept of portfolio re-sampling, stochastic portfolio optimization with SSD constraints, and the nonparametric SD test by Linton et al. (2005) based on subsampling simulated p values to analyze the impact of sampling errors on optimal portfolio returns and to investigate the problem of stochastic optimal choice between international and domestic diversification strategies. The authors try to prove more coherence in the portfolio choice with the stochastically and the uncertainty characters of the paper.

The purpose of this paper is to present a deterministic, stochastic and reliability analysis through numerical simulations in 2D and 3D dynamic fluid‐structure interaction problems.

The perturbation methods allied to reliability analysis are applied to fluid‐structure finite element models. Reliability analysis couples finite element analysis with first and second order reliability methods and ant colony optimization in a modified first order reliability method.

Results obtained show the potentialities of the proposed methodology and encourage improvement of this procedure for use in complex coupled fluid‐structure systems.

The understanding of the mechanical interaction between a fluid and an elastic solid has a capital importance in several industrial applications. In order to couple the behaviour of two different media, deterministic models have been proposed. However, stochastic analysis has been developed to deal with the statistical nature of fluid‐structure interaction parameters. Moreover, probabilistic‐based reliability analysis intends to find safe and cost‐effective projects.