The course is made of two modules.
Module 1 is aimed to provide the fundamentals of modeling and simulation of stochastic processes and
fields. The module is organized in four Sections where practical work and lessons in theory are alternated. It
covers both introductory and advanced topics in random variables, vectors and functions, including
stationary and non-stationary models, Gaussian and non-Gaussian models, Monte Carlo simulation.
Classroom practical work using programming software is proposed to deepen inside the proposed theory.
Module 2 presents essentials concepts of the extreme value theory (EVT) and applies these concepts to
characterize extremes of sequences of random variables, responses in random microstructures and other
random functions. Alternatives methods for estimating extremes are also discussed, e.g., the first passage
time of stochastic processes via Slepian models. Hands-on MATLAB numerical examples are used to
The course will be taught by Prof. Mircea Grigoriu, Cornell University, USA and Prof. Massimiliano Gioffrè,
University of Perugia.
The course will be in hybrid mode, both in presence and online from April 29th to May 19th.
The course is organized by the International Doctoral Program in Civil and Environmental Engineering (Cycle
XXXVII). There is no registration fee for the course but registration is needed.
Mrs. Teresa Nocera, Ph.D. Program Secretariat (firstname.lastname@example.org)
Flyers of the course are available at the Ph.D. website: